#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures;
using Cephei.QL;
namespace Cephei.QL.Experimental.Credit
{
    /// <summary> 
	/// ! \warning The engine assumes that the exercise date equals the start date of the passed CDS.
	/// </summary>
    [Guid ("BF8753D3-BB9F-42a9-A402-66084C303C78"),ComVisible(true)]
	public interface IBlackCdsOptionEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IBlackCdsOptionEngine Calculate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.IYieldTermStructure TermStructure {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IQuote Volatility {get;}
    }   

    /// <summary> 
	/// ! \warning The engine assumes that the exercise date equals the start date of the passed CDS. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackCdsOptionEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackCdsOptionEngine Create (Cephei.QL.Termstructures.IDefaultProbabilityTermStructure probability, Double recoveryRate, Cephei.QL.Termstructures.IYieldTermStructure termStructure, Cephei.QL.IQuote vol);
    }
}

